Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 1 1 5 9 1 1 14 39
Dealing with the Inventory Risk. A solution to the market making problem 1 1 6 81 2 12 65 268
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 3 8 58 2 7 22 105
General Intensity Shapes in Optimal Liquidation 0 0 1 25 0 0 3 75
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 1 5 44 0 4 17 88
Market impacts and the life cycle of investors orders 1 1 3 4 2 2 7 7
Optimal Portfolio Liquidation with Limit Orders 0 2 5 67 0 4 16 163
Optimal Portfolio Liquidation with Limit Orders 0 1 5 6 0 2 15 35
Optimal algorithmic trading and market microstructure 0 4 19 184 2 8 41 273
Optimal posting price of limit orders: learning by trading 1 1 4 50 1 1 6 141
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 2 34 1 1 6 59
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 84 0 0 3 154
Optimal starting times, stopping times and risk measures for algorithmic trading 1 1 5 57 1 4 14 123
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 3 7 54 2 5 12 78
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 3 51 1 1 13 117
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 3 33 0 0 6 55
Simulating and analyzing order book data: The queue-reactive model 1 3 6 25 1 4 9 37
Total Working Papers 8 22 88 866 16 56 269 1,817


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 3 81 5 9 19 264
Real-time market microstructure analysis: online transaction cost analysis 0 0 3 5 0 0 12 25
Total Journal Articles 0 0 6 86 5 9 31 289


Statistics updated 2016-02-03